Abstract

A short-time Gaussian approximation scheme is proposed in the paper. This scheme provides a very efficient and accurate way of computing the one-step transition probability matrix of the previously developed generalized cell mapping (GCM) method in nonlinear random vibration. The GCM method based upon this scheme is applied to some very challenging nonlinear systems under external and parametric Gaussian white noise excitations in order to show its power and efficiency. Certain transient and steady-state solutions such as the first-passage time probability, steady-state mean square response, and the steady-state probability density function have been obtained. Some of the solutions are compared with either the simulation results or the available exact solutions, and are found to be very accurate. The computed steady-state mean square response values are found to be of error less than 1 percent when compared with the available exact solutions. The efficiency of the GCM method based upon the short-time Gaussian approximation is also examined. The short-time Gaussian approximation renders the overhead of computing the one-step transition probability matrix to be very small. It is found that in a comprehensive study of nonlinear stochastic systems, in which various transient and steady-state solutions are obtained in one computer program execution, the GCM method can have very large computational advantages over Monte Carlo simulation.

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